+38.5%
ENTG vs IP
+12.9%
+25.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.0% | -8.7% | -10.8% |
| 7D | -22.0% | -5.0% | -17.1% | -20.1% |
| 30D | -25.2% | +6.5% | -31.7% | -27.6% |
| 3M | -14.2% | -18.0% | +3.8% | -6.2% |
| 6M | -16.3% | +10.3% | -26.6% | -21.8% |
| YTD | +48.5% | -9.9% | +58.4% | +51.7% |
| 1Y | +41.4% | -1.1% | +42.4% | +37.5% |
| All | +38.5% | +12.9% | +25.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling